Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153624.157 | 1115730.7303 | 37893.4267 | 1665695.8407 | 4277811.9104 | -2612116.0698 |
Total P&L (%) | 1153.6242 | 1115.7307 | 37.8934 | 1665.6958 | 4277.8119 | -2612.1161 |
Avg Daily Profit (%) | 0.6316 | 0.6109 | 0.0207 | 0.1573 | 0.2071 | 0 |
Buy And Hold Return (%) | 873.2253 | 873.2253 | 873.2253 | 873.2253 | 873.2253 | 873.2253 |
Max Trade Drawdown | -100518 | -115937 | -62562 | -3951831 | -2638116 | -3143266 |
Profit Factor | 3.4343 | 4.8817 | 1.2032 | 1.1307 | 1.6342 | 0.5642 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 56.9231 | 53.125 | 60.6061 | 56.9231 | 53.125 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.599 | 4.3074 | 0.7821 | 0.8557 | 1.4419 | 0.3668 |
Largest Winning Trade | 502207 | 502207 | 57000 | 4094801 | 4094801 | 967572 |
Largest Losing Trade | -62562 | -35193 | -62562 | -3143266 | -1083341 | -3143266 |
Avg Bars in Trades | 53 | 80 | 26 | 53 | 80 | 26 |
Avg Bars in Winners | 62 | 101 | 28 | 62 | 101 | 28 |
Avg Bars in Losers | 41 | 57 | 22 | 41 | 57 | 22 |
Bars Traded | 3453 | 2578 | 875 | 3453 | 2578 | 875 |
Profit Streak | 0 | 195.858 | 0 | 0 | 195.858 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182685 | -58772 | -331469 | -213305 | 360243 | -579150 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758530132698, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1153624.1570093185, 1115730.7302760554, 37893.4267332627, 1665695.840669997, 4277811.910435664, -2612116.0697656656 ], [ 1153.624157, 1115.73073, 37.893427, 1665.695841, 4277.81191, -2612.11607 ], [ 0.631604, 0.610857, 0.020746, 0.157317, 0.20712, 0 ], [ 873.225267, 873.225267, 873.225267, 873.225267, 873.225267, 873.225267 ], [ -100518, -115937, -62562, -3951831, -2638116, -3143266 ], [ 3.434342, 4.881715, 1.203222, 1.130748, 1.634181, 0.564239 ], [ 65, 32, 33, 65, 32, 33 ], [ 37, 17, 20, 37, 17, 20 ], [ 28, 15, 13, 28, 15, 13 ], [ 56.923077, 53.125, 60.606061, 56.923077, 53.125, 60.606061 ], [ 2.598962, 4.307396, 0.782094, 0.855701, 1.441924, 0.366755 ], [ 502207, 502207, 57000, 4094801, 4094801, 967572 ], [ -62562, -35193, -62562, -3143266, -1083341, -3143266 ], [ 53, 80, 26, 53, 80, 26 ], [ 62, 101, 28, 62, 101, 28 ], [ 41, 57, 22, 41, 57, 22 ], [ 3453, 2578, 875, 3453, 2578, 875 ], [ 0, 195.858017, 0, 0, 195.858017, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -182685, -58772, -331469, -213305, 360243, -579150 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758530132698, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|